1626b0aa76
Added specialized code for purely forward models.
2010-11-25 14:32:33 +01:00
1eccfb311a
Remove obsolete files
2010-11-25 13:10:10 +01:00
6c22d398e6
Perfect foresight simulation: clean up handling of warnings
2010-11-24 19:01:46 +01:00
9d4385da5d
Put back M_.maximum_lag.
2010-11-19 16:30:55 +01:00
ccf778e63a
Efficiency improvements in first order stochastic simulations (Simulate data in deviation to the steady state and then,
...
after the loop, add the steady state using bsxfun routine, which is parallelized in recent version of matlab). Removed
use of M_.maximum_lag.
2010-11-18 14:55:07 +01:00
e614227c3f
Added warning message when some of the deep parameters are not initialized.
2010-11-17 17:09:39 +01:00
d60c32e6a2
Fixed bug in dealing with _steadystate functions that modify deep parameters. See trac ticket #103 .
2010-11-15 14:35:21 +01:00
5c709e4733
Changed set_dynare_threads.m. The number of threads in parallelized mex files to be used if dynare is built with the openmp flag
...
(--with-openmp) is not passed by an environment variable anymore. The function set_dynare_threads changes the default value of the
number of threads (default is 1) in the options_.threads structure. Changed calls to sparse_hessian_times_B_kronecker_C and
A_times_B_kronecker_C dlls accordingly.
2010-11-15 13:06:39 +01:00
37f14e9bc9
Removed unused routines for (diffuse) kalman filter evaluations.
2010-11-12 17:20:02 +01:00
31b734e9b3
Do not print residuals of the static equations for the equations of the auxiliary variables.
2010-11-04 14:19:28 +01:00
88dc361ba1
unix info added
2010-10-29 12:30:41 +02:00
5763721a71
almost complete version of testing routine
2010-10-29 12:28:44 +02:00
23ba760c3b
Implement solve_algo=0 for Octave ( closes #144 )
2010-10-28 12:07:50 +02:00
67c28ea5f3
PosteriorIRF: added missing ".mat" extension (necessary for Octave)
2010-10-28 10:39:53 +02:00
0730213059
Fix end of line convention and copyright years
2010-10-27 18:35:42 +02:00
1aceb504fd
Check command is now compatible with block and bytecode options
2010-10-27 15:34:48 +02:00
9cebf270e5
- correction of informations displayed in Solve_one_boundary
2010-10-27 15:30:00 +02:00
58a8988ef3
Moved another parallel routine previously left out.
2010-10-27 11:27:10 +02:00
b5ebff4ff4
bug fix for parallel execution
2010-10-27 11:24:23 +02:00
7ef63899b1
add paralle_info input to Analize;
...
fix spelling of function names
2010-10-27 11:05:39 +02:00
5915f8a059
Fixed misspelled routines!
2010-10-27 11:03:21 +02:00
0a38f8ac3b
Initialize here default of MatlabOctavePath;
...
implies using global options_ in place of local argument
2010-10-25 09:53:09 +02:00
fe8724d26c
Merge remote branch 'ratto/master'
2010-10-22 17:22:37 +02:00
5059c48460
solve_algo=7 (GMRES) is forbidden under Octave
2010-10-22 16:52:02 +02:00
39718c8645
- extends steady algorithms to solve_algo=5, 6, 7 and 8 for a block decomposed model without bytcode
...
- solve_algo is reordered =
* 0: fsolve
* 1: solve1
* 2, 4: solve1 + block decomposition
* 3: csolve
* 5: bytecode own solver (use Gaussian elimination + sparse matrix)
* 6: LU decomposition with UMFPack (method handling sparse matrix in Matlab)
* 7: GMRES
* 8: BiCGStab
2010-10-22 16:49:47 +02:00
f336a68ecc
Update tests for values of solve_algo and stack_solve_algo
2010-10-22 13:00:49 +02:00
a46969f9fb
Deleted buggy fclose instruction
2010-10-22 11:40:29 +02:00
d8121365dd
1) Renamed options according ti WiKi table;
...
2) get rid of MasterName and DyMo;
3) more comments;
2010-10-22 11:27:26 +02:00
f915cbe92f
- Minor corrections in wrapper to compute the steady-state
2010-10-22 11:08:47 +02:00
1a09426706
- Correction of several bugs with Octave
...
- Add wrapper needed to compute the steady-state using bytecode and solve_algo = 0, ..., 4
2010-10-22 10:09:07 +02:00
2239d9f1cd
Fixed bug in diffuse filter
2010-10-21 15:43:30 +02:00
81823ad035
New oct-file for "ordschur": the diffuse filter now works under Octave
2010-10-21 15:43:13 +02:00
e8a193bbfb
Track #21 : Add partial information: Correcting bug stemming from the differences in QZ calculation under Octave and Matlab: modified PI_gensys to use C.Sims' Lapack zgges based qzcomplex() qz decomposition routine under Octave which gives nearly identical complex results to Matlab QZ (except for transpose of q matrix and few sign changes in the output matrices)
2010-10-20 11:50:06 +01:00
567c5bcb1f
Fixed bug in the initialization of the metropolis when mode_compute=6 was previously used (so that we have an optimal mh scale factor)
...
and option load_mh_file is used. After the (stochastic) optimization, the optimal value of the scale parameter is saved in a mat file.
2010-10-18 14:39:48 +02:00
de490e9e4a
delete remnants of previous Bayesian irf computations
2010-10-15 11:36:26 +02:00
c15508eae0
1) better display of remote errors;
...
2) fixed bug in sync of sequence of files sent to remote slaves;
2010-10-15 11:33:40 +02:00
6612a7f0bc
Trap introduced for windows was a bug for unix
2010-10-15 11:31:26 +02:00
6d2f9dc6d8
Added missing case in print_info
2010-10-14 12:03:36 +02:00
609293b398
dr1.m: move up error message for purely forward models, otherwise it is not displayed with k_order_perturbation
2010-10-14 11:36:13 +02:00
153f627dfe
Explicit error message for 2nd and 3rd order purely forward models
2010-10-13 18:52:13 +02:00
505ed643a1
Fix for computing 1st order irf of purely forward models
2010-10-13 18:52:07 +02:00
7a983a3105
sim1.m, bksup1.m: removed global variables, other minor cleanups
2010-10-13 18:51:56 +02:00
f30d6858e6
simk.m: minor cleanups
2010-10-13 18:40:21 +02:00
b4d11d399c
Resurrect simk.m for purely forward models
2010-10-13 18:38:09 +02:00
5f0dac24bf
Merge remote branch 'ferhat/master'
2010-10-12 11:40:39 +02:00
cc70913b7d
Properly close waitbar in serial computations.
2010-10-12 08:07:57 +02:00
f079411126
bug fix: precisely determine from which machine to get the output files
2010-10-11 20:17:03 +02:00
6a1826aa53
1) fixed bug introduced moving folders (parallel routines no longer on path!);
...
2) fixed bug with logic of islocal;
3) better cleanup of remnants;
4) fixed bug with sending and DELETING P*End.txt files;
2010-10-11 19:40:42 +02:00
badda23160
fixed bug when one slave is local and others are remote
2010-10-11 19:37:43 +02:00
8f36437662
- Extends the algorithms compatible with bytecode to compute the steady-state (ticket #11 ). The new values for solve_algo are:
...
* 0: fsolve
* 1: solve1
* 2, 4: solve1 + block decomposition
* 3: csolve
* 5: LU decomposition with UMFPack (method handling sparse matrix in Matlab)
* 6: GMRES
* 7: BiCGStab
* 8: bytecode own solver (use Gaussian elimination + sparse matrix)
- Bytecode can now evaluate a specific block instead of the overall blocks (new bytecode's option 'Block = block_number')
2010-10-11 19:21:32 +02:00
75dd6f0d7b
Merge remote branch 'ratto/master'
2010-10-11 17:24:07 +02:00
a5b8819518
Partial information: added missing copyright notice
2010-10-11 17:16:52 +02:00
9abc57a195
added missing utility for identification
2010-10-11 17:14:49 +02:00
44b268ec67
Moved qzdiv.m and qzswitch.m to top-level (they are now used by both partial information code and mjdgges.m)
2010-10-11 17:14:33 +02:00
cf9f901ef8
Partial information: moved disclyap_fast to the partial_information subdir
2010-10-11 17:11:05 +02:00
8849dd2bc9
Partial info/Octave compatibility fix: ismember() does not work with char arrays under Octave
2010-10-11 16:48:16 +02:00
d6c035aaea
Partial info/Octave compatibility fix: operator "|" never short-circuit, use "||" instead
2010-10-11 16:47:36 +02:00
a3b30e885a
Move parallel routines to parallel folder
2010-10-11 15:15:40 +02:00
02a65d5bbd
Forecast: minor cleanup
2010-10-11 12:58:38 +02:00
2ebebd1d28
No longer crash when all variables selected with "stoch_simul" are
...
non-stationary
2010-10-11 12:58:38 +02:00
9d67555fc1
Fix bug in the output of stoch_simul: in the presence of non-stationary variables, and when selecting only a subset of variables for the output, the "NaN"s in the "mean" column where wrongly placed
2010-10-11 12:58:38 +02:00
eb8d0b29aa
bug fix the ls does not find the target file or folder
2010-10-11 12:33:08 +02:00
2ceca63b13
cosmetics
2010-10-08 19:45:16 +02:00
a886881fb4
bug fix for serial computation
2010-10-08 19:44:44 +02:00
9090a8f76b
Reverted adaptivity for plotting in parallel or not.
2010-10-08 19:44:10 +02:00
1a7fcd8066
Fixed bug with number of remote machines > 1
2010-10-08 19:12:55 +02:00
5c92543036
When remotes crash, loop for all slaves before stopping
2010-10-08 17:54:31 +02:00
50cdcfb037
Check that file exists before copying it
2010-10-08 17:53:31 +02:00
25230060e5
Cosmetic changes plus small bug fixes.
2010-10-08 16:19:03 +02:00
e846c5cda7
New parallel dynare:
...
1) safe management of remote folder;
2) shh scp (and windows equivalent) commands are concentrated in the master;
3) management of remote crashes;
4) begin building option to interrupt remote processes;
5) better parallel waitbar: pops up only at STARTUP (can be minimized subsequently); adaptive dimension;
2010-10-08 16:15:50 +02:00
f587e0f1d2
Added new parallel utilities in parallel subfolder;
...
Add parallel to dynare path;
2010-10-08 16:10:59 +02:00
c19df582e0
external_function: modified to pass functions as string names as opposed to function handles to reduce number of calls to mexCallMatlab when use_dll option is invoked
2010-10-07 16:49:36 +02:00
32bf5e9a0e
Diffuse smoother: bug correction when singularity occurs
2010-10-04 21:59:22 +02:00
4ad491b0a8
Partial Information: a minor makeup change to PCL_resol.m
2010-10-04 13:58:26 +01:00
1b2fbc895d
small bug fix (isunx in place of isunix)
2010-09-29 16:35:39 +02:00
1fc3d503ee
improved identification checks, using svd in place of eig.
2010-09-29 16:18:57 +02:00
70400e5e84
Modifications following meetings in Paris (not yet completed 100%):
...
1) new default option for prior_mc = 1;
2) new option: advanced (default=0). If advanced=0, simple messages and plots; advanced=1 shows all details about weak identification diagnostics;
3) new option: periods (default=300). Length of stochastic simulations to generate simulated moments for 'GMM type' analysis of strength of identification;
4) new option: replic (default = 100). Number of replicated simulated moments for 'GMM type' analysis of strength of identification;
5) new feature: allow local identification analysis WITHOUT defining priors, using parameter values as defined in the .mod file definition.
6) simplified graphical and tabular output.
2010-09-29 16:12:48 +02:00
0a637be94c
Display changes in line with meetings in Paris (not yet 100% completed):
...
- simplified;
- first rank deficiency;
- why rank deficiency;
- some info about weak identification (not completed);
2010-09-29 16:04:57 +02:00
a20bc07fdf
replace deprecated Matlab function strvcat with char
2010-09-27 16:11:14 +02:00
47ca9b628d
replace deprecated Matlab function isstr with ischar
2010-09-27 16:05:52 +02:00
34b28b8043
replace deprecated Matlab function setstr with char
2010-09-27 16:05:52 +02:00
1a27ed9f38
OpenMP support:
...
- removed build_matlab_multithread.m and isopenmp MEX file
- introduced a new option "--enable-openmp" in configure script
- when openmp support is compiled in, the default is still one thread; the user can set the number of threads with "set_dynare_threads(n)"
- closes #68
2010-09-27 15:56:19 +02:00
ae14d0fc9e
replaced display() by disp() as display() is buggy in Octave
2010-09-25 14:45:28 +02:00
ad89d0f15d
Forecast with deterministic exogenous: removed duplicate forecast graph ( closes #103 )
2010-09-24 18:32:53 +02:00
df1b1e4ed0
- In bytecode, the MATLAB function "mexErrMsgTxt" has been replaced by an exception handling see ticket #137
2010-09-24 12:52:58 +02:00
45ebd1b3fb
Compatibility fix for Octave. In dr1, line 384, if w1 is a scalar, condest(w1) raises an error in octave. It is equal to 1 in matlab.
2010-09-23 11:33:54 +02:00
92cb073f3a
dynare_simul_: remove instances of mexErrMsgTxt
2010-09-23 10:45:35 +02:00
982b4d0491
gensylv: remove instances of mexErrMsgTxt
2010-09-23 10:45:27 +02:00
e57056ad14
sparse_hessian_times_B_kronecker_C: remove instances of mexErrMsgTxt
2010-09-23 10:45:18 +02:00
ca24c92ed7
A_times_B_kronecker_C: remove instances of mexErrMsgTxt
2010-09-23 10:45:08 +02:00
7b0d6da920
mjdgges: remove instances of mexErrMsgTxt
2010-09-23 10:44:59 +02:00
2c38a1913c
change element-wise OR (|) to short-circuit OR (||)
2010-09-23 10:44:48 +02:00
e32c8b1b76
k_order_perturbation: remove instances of mexErrMsgTxt and mexErrMsgIdAndTxt
2010-09-23 10:44:39 +02:00
1b05a5f276
SWZ: remove instances of mexErrMsgTxt
2010-09-23 10:43:58 +02:00
6631f2d1d0
Macro used to clean up after encountering an error in a mex file (previously handled by mexErrMsgTxt) and helper m file
2010-09-23 10:43:16 +02:00
750f92ace1
Cleanups related to the removal of leads and lags in deterministic model
...
(introduced in 60f7678669
2010-09-21 13:35:55 +02:00
25b3c84b40
RESID command is compatible now with block option and without bytecode option (closes ticket #45 )
2010-09-17 16:54:43 +02:00
c7eff4ba60
- Adding the relaxation method for block and/or bytecode options
...
- Changing the the stack_solve_algo option :
Previous version New version
1 : Sparse LU 0 : Sparse LU
2 : GMRES 1 : Relaxation
3 : BiCGStab 2 : GMRES
4 : Sparse LU & Optimal Path 3 : BiCGStab
5 : bytecode own solver 4 : Sparse LU & Optimal Path
5 : bytecode own solver
2010-09-17 12:18:25 +02:00
0a3c8a4b0c
- compute the jacobian matrix for exogenous, det_exogenous and previous blocks endogenous
...
- preprocessor provides informations about the dynamic structure of each block
- extends the algorithms available with bytecode: stack_solve_algo = 1, 2, 3 and 4 is compatible the bytecode. Speed and memory requirement are improved with stack_solve_algo = 1 or 4 for large scale models.
- bytecode can be used to evaluate a model
2010-09-17 12:16:47 +02:00
f268513ffb
correction of model_info's printouts
2010-09-17 12:13:39 +02:00
Stéphane Adjemian (Charybdis)
Sébastien Villemot
Marco Ratto
Ferhat Mihoubi
George Perendia
Houtan Bastani
Michel Juillard
Houtan Bastani
Pablo Winant